STRUCTURED FINANCIAL PRODUCTS WHOSE UNDERLYINGCOLLATERAL OR REFERENCE ASSETS ARE 1-4 FAMILYRESIDENTIAL MBS ISSUED OR GUARANTEED BY U.S.GOVERNMENT-SPONSORED ENTERPRISES HELD IN TRADINGACCOUNTS IN DOMESTIC OFFICESNOTE:THIS ITEM IS REPORTED BY BANKS WITH AVERAGE TRADINGASSETS (SCHEDULE RC-K) OF $2 MILLION OR MORE IN ANY OFTHE FOUR PRECEDING CALENDAR QUARTERS